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Chapter Contents
Chapter Introduction
NAG Toolbox

# NAG Toolbox: nag_lapack_dspsv (f07pa)

## Purpose

nag_lapack_dspsv (f07pa) computes the solution to a real system of linear equations
 $AX=B ,$
where $A$ is an $n$ by $n$ symmetric matrix stored in packed format and $X$ and $B$ are $n$ by $r$ matrices.

## Syntax

[ap, ipiv, b, info] = f07pa(uplo, ap, b, 'n', n, 'nrhs_p', nrhs_p)
[ap, ipiv, b, info] = nag_lapack_dspsv(uplo, ap, b, 'n', n, 'nrhs_p', nrhs_p)

## Description

nag_lapack_dspsv (f07pa) uses the diagonal pivoting method to factor $A$ as $A=UD{U}^{\mathrm{T}}$ if ${\mathbf{uplo}}=\text{'U'}$ or $A=LD{L}^{\mathrm{T}}$ if ${\mathbf{uplo}}=\text{'L'}$, where $U$ (or $L$) is a product of permutation and unit upper (lower) triangular matrices, $D$ is symmetric and block diagonal with $1$ by $1$ and $2$ by $2$ diagonal blocks. The factored form of $A$ is then used to solve the system of equations $AX=B$.

## References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia http://www.netlib.org/lapack/lug
Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore
Higham N J (2002) Accuracy and Stability of Numerical Algorithms (2nd Edition) SIAM, Philadelphia

## Parameters

### Compulsory Input Parameters

1:     $\mathrm{uplo}$ – string (length ≥ 1)
If ${\mathbf{uplo}}=\text{'U'}$, the upper triangle of $A$ is stored.
If ${\mathbf{uplo}}=\text{'L'}$, the lower triangle of $A$ is stored.
Constraint: ${\mathbf{uplo}}=\text{'U'}$ or $\text{'L'}$.
2:     $\mathrm{ap}\left(:\right)$ – double array
The dimension of the array ap must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}×\left({\mathbf{n}}+1\right)/2\right)$
The $n$ by $n$ symmetric matrix $A$, packed by columns.
More precisely,
• if ${\mathbf{uplo}}=\text{'U'}$, the upper triangle of $A$ must be stored with element ${A}_{ij}$ in ${\mathbf{ap}}\left(i+j\left(j-1\right)/2\right)$ for $i\le j$;
• if ${\mathbf{uplo}}=\text{'L'}$, the lower triangle of $A$ must be stored with element ${A}_{ij}$ in ${\mathbf{ap}}\left(i+\left(2n-j\right)\left(j-1\right)/2\right)$ for $i\ge j$.
3:     $\mathrm{b}\left(\mathit{ldb},:\right)$ – double array
The first dimension of the array b must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
The second dimension of the array b must be at least $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{nrhs_p}}\right)$.
The $n$ by $r$ right-hand side matrix $B$.

### Optional Input Parameters

1:     $\mathrm{n}$int64int32nag_int scalar
Default: the first dimension of the array b.
$n$, the number of linear equations, i.e., the order of the matrix $A$.
Constraint: ${\mathbf{n}}\ge 0$.
2:     $\mathrm{nrhs_p}$int64int32nag_int scalar
Default: the second dimension of the array b.
$r$, the number of right-hand sides, i.e., the number of columns of the matrix $B$.
Constraint: ${\mathbf{nrhs_p}}\ge 0$.

### Output Parameters

1:     $\mathrm{ap}\left(:\right)$ – double array
The dimension of the array ap will be $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}×\left({\mathbf{n}}+1\right)/2\right)$
The block diagonal matrix $D$ and the multipliers used to obtain the factor $U$ or $L$ from the factorization $A=UD{U}^{\mathrm{T}}$ or $A=LD{L}^{\mathrm{T}}$ as computed by nag_lapack_dsptrf (f07pd), stored as a packed triangular matrix in the same storage format as $A$.
2:     $\mathrm{ipiv}\left({\mathbf{n}}\right)$int64int32nag_int array
Details of the interchanges and the block structure of $D$. More precisely,
• if ${\mathbf{ipiv}}\left(i\right)=k>0$, ${d}_{ii}$ is a $1$ by $1$ pivot block and the $i$th row and column of $A$ were interchanged with the $k$th row and column;
• if ${\mathbf{uplo}}=\text{'U'}$ and ${\mathbf{ipiv}}\left(i-1\right)={\mathbf{ipiv}}\left(i\right)=-l<0$, $\left(\begin{array}{cc}{d}_{i-1,i-1}& {\stackrel{-}{d}}_{i,i-1}\\ {\stackrel{-}{d}}_{i,i-1}& {d}_{ii}\end{array}\right)$ is a $2$ by $2$ pivot block and the $\left(i-1\right)$th row and column of $A$ were interchanged with the $l$th row and column;
• if ${\mathbf{uplo}}=\text{'L'}$ and ${\mathbf{ipiv}}\left(i\right)={\mathbf{ipiv}}\left(i+1\right)=-m<0$, $\left(\begin{array}{cc}{d}_{ii}& {d}_{i+1,i}\\ {d}_{i+1,i}& {d}_{i+1,i+1}\end{array}\right)$ is a $2$ by $2$ pivot block and the $\left(i+1\right)$th row and column of $A$ were interchanged with the $m$th row and column.
3:     $\mathrm{b}\left(\mathit{ldb},:\right)$ – double array
The first dimension of the array b will be $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{n}}\right)$.
The second dimension of the array b will be $\mathrm{max}\phantom{\rule{0.125em}{0ex}}\left(1,{\mathbf{nrhs_p}}\right)$.
If ${\mathbf{info}}={\mathbf{0}}$, the $n$ by $r$ solution matrix $X$.
4:     $\mathrm{info}$int64int32nag_int scalar
${\mathbf{info}}=0$ unless the function detects an error (see Error Indicators and Warnings).

## Error Indicators and Warnings

Cases prefixed with W are classified as warnings and do not generate an error of type NAG:error_n. See nag_issue_warnings.

${\mathbf{info}}<0$
If ${\mathbf{info}}=-i$, argument $i$ had an illegal value. An explanatory message is output, and execution of the program is terminated.
W  ${\mathbf{info}}>0$
Element $_$ of the diagonal is exactly zero. The factorization has been completed, but the block diagonal matrix $D$ is exactly singular, so the solution could not be computed.

## Accuracy

The computed solution for a single right-hand side, $\stackrel{^}{x}$, satisfies an equation of the form
 $A+E x^=b ,$
where
 $E1 = Oε A1$
and $\epsilon$ is the machine precision. An approximate error bound for the computed solution is given by
 $x^-x1 x1 ≤ κA E1 A1 ,$
where $\kappa \left(A\right)={‖{A}^{-1}‖}_{1}{‖A‖}_{1}$, the condition number of $A$ with respect to the solution of the linear equations. See Section 4.4 of Anderson et al. (1999) and Chapter 11 of Higham (2002) for further details.
nag_lapack_dspsvx (f07pb) is a comprehensive LAPACK driver that returns forward and backward error bounds and an estimate of the condition number. Alternatively, nag_linsys_real_symm_packed_solve (f04bj) solves $AX=B$ and returns a forward error bound and condition estimate. nag_linsys_real_symm_packed_solve (f04bj) calls nag_lapack_dspsv (f07pa) to solve the equations.

The total number of floating-point operations is approximately $\frac{1}{3}{n}^{3}+2{n}^{2}r$, where $r$ is the number of right-hand sides.
The complex analogues of nag_lapack_dspsv (f07pa) are nag_lapack_zhpsv (f07pn) for Hermitian matrices, and nag_lapack_zspsv (f07qn) for symmetric matrices.

## Example

This example solves the equations
 $Ax=b ,$
where $A$ is the symmetric matrix
 $A = -1.81 2.06 0.63 -1.15 2.06 1.15 1.87 4.20 0.63 1.87 -0.21 3.87 -1.15 4.20 3.87 2.07 and b = 0.96 6.07 8.38 9.50 .$
Details of the factorization of $A$ are also output.
```function f07pa_example

fprintf('f07pa example results\n\n');

% Indefinite matrix A, Upper triangle stored in packed form
uplo = 'Upper';
n = int64(4);
ap = [-1.81  ...
2.06  1.15   ...
0.63  1.87  -0.21   ...
-1.15  4.20   3.87   2.07];

% RHS
b = [0.96;
6.07;
8.38;
9.50];

[apf, ipiv, x, info] = f07pa( ...
uplo, ap, b);

disp('Solution');
disp(x');

[ifail] = x04cc( ...
uplo, 'Non-unit', n, apf, 'Details of factorization');

fprintf('\nPivot indices\n   ');
fprintf('%11d', ipiv);
fprintf('\n');

```
```f07pa example results

Solution
-5.0000   -2.0000    1.0000    4.0000

Details of factorization
1          2          3          4
1      0.4074     0.3031    -0.5960     0.6537
2                -2.5907     0.8115     0.2230
3                            1.1500     4.2000
4                                       2.0700

Pivot indices
1          2         -2         -2
```